-7.7%
ONON vs CHRW
+58.8%
-66.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -10.0% | +7.3% | -17.3% | -11.5% |
| 30D | -5.3% | -3.6% | -1.7% | -4.7% |
| 3M | +6.5% | -9.6% | +16.0% | +8.2% |
| 6M | -5.0% | -17.0% | +12.0% | -2.7% |
| YTD | -27.6% | -15.4% | -12.2% | -27.0% |
| 1Y | -20.7% | -10.0% | -10.7% | -21.5% |
| 3Y | +26.6% | +82.2% | -55.5% | -8.1% |
| All | -7.7% | +58.8% | -66.5% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CHRW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling